-23.6%
RKT vs CPAY
+53.6%
-77.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -0.7% |
| 7D | +6.0% | +0.6% | +5.4% | +5.8% |
| 30D | +0.7% | +3.6% | -2.9% | -1.0% |
| 3M | +11.8% | +16.6% | -4.8% | +3.7% |
| 6M | -7.6% | +29.5% | -37.1% | -18.5% |
| YTD | -28.7% | +35.3% | -63.9% | -39.0% |
| 1Y | -32.6% | +30.6% | -63.2% | -41.6% |
| 3Y | +42.1% | +49.7% | -7.6% | +11.8% |
| 5Y | -7.2% | +54.4% | -61.6% | -32.3% |
| All | -23.6% | +53.6% | -77.1% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling